+170.0%
PBF vs DRI
+6.9%
+163.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.5% |
| 7D | +4.3% | +0.6% | +3.7% | +4.5% |
| 30D | +22.0% | +3.8% | +18.1% | +24.0% |
| 3M | +74.5% | +13.0% | +61.5% | +82.5% |
| 6M | +67.7% | +8.3% | +59.4% | +74.8% |
| YTD | +179.2% | +20.6% | +158.6% | +195.1% |
| 1Y | +170.0% | +6.5% | +163.5% | +188.2% |
| All | +170.0% | +6.9% | +163.0% | +188.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling